CME Euro FX (E) Future June 2010
Trading Metrics calculated at close of trading on 05-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
1.3892 |
1.3727 |
-0.0165 |
-1.2% |
1.3861 |
High |
1.3892 |
1.3740 |
-0.0152 |
-1.1% |
1.4017 |
Low |
1.3720 |
1.3585 |
-0.0135 |
-1.0% |
1.3585 |
Close |
1.3739 |
1.3632 |
-0.0107 |
-0.8% |
1.3632 |
Range |
0.0172 |
0.0155 |
-0.0017 |
-9.9% |
0.0432 |
ATR |
0.0120 |
0.0122 |
0.0003 |
2.1% |
0.0000 |
Volume |
592 |
1,035 |
443 |
74.8% |
2,721 |
|
Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4117 |
1.4030 |
1.3717 |
|
R3 |
1.3962 |
1.3875 |
1.3675 |
|
R2 |
1.3807 |
1.3807 |
1.3660 |
|
R1 |
1.3720 |
1.3720 |
1.3646 |
1.3686 |
PP |
1.3652 |
1.3652 |
1.3652 |
1.3636 |
S1 |
1.3565 |
1.3565 |
1.3618 |
1.3531 |
S2 |
1.3497 |
1.3497 |
1.3604 |
|
S3 |
1.3342 |
1.3410 |
1.3589 |
|
S4 |
1.3187 |
1.3255 |
1.3547 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.5041 |
1.4768 |
1.3870 |
|
R3 |
1.4609 |
1.4336 |
1.3751 |
|
R2 |
1.4177 |
1.4177 |
1.3711 |
|
R1 |
1.3904 |
1.3904 |
1.3672 |
1.3825 |
PP |
1.3745 |
1.3745 |
1.3745 |
1.3705 |
S1 |
1.3472 |
1.3472 |
1.3592 |
1.3393 |
S2 |
1.3313 |
1.3313 |
1.3553 |
|
S3 |
1.2881 |
1.3040 |
1.3513 |
|
S4 |
1.2449 |
1.2608 |
1.3394 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4399 |
2.618 |
1.4146 |
1.618 |
1.3991 |
1.000 |
1.3895 |
0.618 |
1.3836 |
HIGH |
1.3740 |
0.618 |
1.3681 |
0.500 |
1.3663 |
0.382 |
1.3644 |
LOW |
1.3585 |
0.618 |
1.3489 |
1.000 |
1.3430 |
1.618 |
1.3334 |
2.618 |
1.3179 |
4.250 |
1.2926 |
|
|
Fisher Pivots for day following 05-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
1.3663 |
1.3801 |
PP |
1.3652 |
1.3745 |
S1 |
1.3642 |
1.3688 |
|